Volodya Vovk's work on game theory and finance

Seminar Report on Statistical Online Algorithms


We started with an overview of the field in V.Vovk "Competitive on-line statistics"

This paper introduced the Aggregating Algorithm (AA), which is the main technical tool used in the definition and study of predictive complexity.
V.Vovk "Aggregating strategies"

This paper shows that Aggregating Algorithm is optimal in a natural sense.
V.Vovk "A game of prediction with expert advice"